They seemed like such nice girls… In their high-budget video for “Somethin’ Bad,” Miranda Lambert and Carrie Underwood—aka Belle Boyd and Priscilla Parker— play two girls gone bad on one crime caper after another.

The clip, which premiered today on CMT, plays out like a trailer for an action flick with opening and closing credits part of the package. Lambert and Underwood, when they aren’t singing up against a police line-up wall, are busy planning heists that involve great costumes, motorcycles, card games,...